+14.5%
KHC vs FOXA
+99.6%
-85.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.6% | +1.7% |
| 7D | +2.0% | +2.7% | -0.6% | +1.4% |
| 30D | +10.6% | +10.0% | +0.6% | +8.3% |
| 3M | +0.5% | +5.0% | -4.5% | -0.8% |
| 6M | +12.1% | +3.4% | +8.7% | +10.3% |
| YTD | +8.9% | -5.5% | +14.4% | +8.9% |
| 1Y | +7.5% | +5.5% | +2.0% | +4.8% |
| 3Y | -10.7% | +139.3% | -150.0% | -30.0% |
| 5Y | -13.2% | +77.2% | -90.3% | -27.5% |
| All | +14.5% | +99.6% | -85.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FOXA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling